Steroid shot to help baby's lungs (?)

My question to you moms who have had this done, do baby's feel anything from the shot? I don't think at first maybe but after a few minutes do they feel anything from the shot "helping" them?

(I had this shot b/c I'm risk for pre term labor. My doctor told me I would have to get a 1 dose of steroid shots for 2 days. Steroid shots help baby's lung development, just incase if born early it reduces any problems & helps their lungs mature & not have problems. I had my first dose yesterday, & last dose today. Both were given in my butt cheek. 😖 I would like to add that I'm 22, & 22 weeks & 2 days pregnant. I'm risk for pre term labor b/c I have a short cervix. This is me & my husbands first child. He just turned 23, 2 days ago. I turn 23 in about 2 1/2 months. 🤓)

P.S. if any of you ladies haven't had this yet but are aware you are going to, or just want to know more info on it, the shot isn't that bad. I won't lie it DOES sting. You feel the prick from the needle & then it stays in for about 5-6 seconds & during those seconds you will feeling warming & stinging sensation. Not TOO bad but on scale 1-10, 10 being the highest pain the pain is about a 4.5/5. That is when I think about it after. But during it feels about a "tolerable" pain level of 6. Your butt is numb & sensitive after the shot. Today's dose I felt longer than yesterday. Yesterday's I hardly felt anything after about 5 minutes. Today, it lasted longer, kinda had to walk with a limp for abit & had to have my husband help me out car when we got home to reduce the pain I was feeling & I'm still feeling it abit now tbh.